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Unit 11 Simultaneous Differential Equations: Structure
Unit 11 Simultaneous Differential Equations: Structure
DIFFERENTIAL EQUATIONS
Structure
1 1.1 Introduction
Objectives
11.2 Formation of Simultaneous Differential Equations
11.2 Existence and Uniqueness
dx & dz
11.4 Methods of Solution of = =-
-
P Q- R
Method of Multipliers
A Variant of the Method of Multipliers
One Vanable Absent
11.5 Applications
Orthogonal Trajectories of a System of Curves on a Given Surface
Particle Mot~onIn Phase-Space
Electric Circu~ts
11.6 Summary
1 1.7 Solutions/Answers
11.1 INTRODUCTION
You may recall that in Unit 10 we mentioned that ordinary differential equations of order
two and.above can be expressed as a system of simultaneous differential equations. These
equations, in fact, provide a basis for developing the theory of simultaneous differential
equations. In this unit, we shall study simultaneous differential equations in detail.
Eqns. (3) is a system of simultaneous differential equations of the first order. These
equations arise frequently in mathematical physics. For instance, equations of the type (3)
arise in the general the01y of radioactive transformations as discovered by Rutherford and
Soddy (1930). In analytical mechanics, the equations of motion of a dynamical system of n
degrees of freedom are
where H(q,, q2, , . . . . . qn, p,, p2, . .. pn) is the Hamiltonian function and q,, pi (i = 1,2,....,
n) are 2n unknown functions. Eqns. (4) are a system of 2n first order equations, the solution
of which provides a description of the properties of the dynamical system at any time t.
In this unit, we shall first take up the formation of simultaneous differential equations and
state the theorem on the existence and uniqueness of the solution of these equations. We
shall, then, describe the methods of finding solutions of these equations and, finally, take up
a few interesting applications of simultaneous differential equations.
Objectives
After studying this unit, you should be able to
describe the origin of simultaneous differential equations;
state that the solution set of these equations is a two-parameter family of space curves;
use the methods of solution of simultaneous differential equatibns;
find orthogonal trajectories of a system of curves on a given surface.
Now,
du = 0 a u, dx + uydy + uzdz = 0 . . . . (7)
with (dx,dy,dz) being the projections of the tangent vector to the curve.
Solving Eqs. (7) and (8) for dx, dy and dz, we obtain
Eqns. (9) are the simultaneous differential equations of the two-parameter family of space
curves in which two families of surfaces u'(x,y,z) = c l and v (x,y,z) = c2 intersect.
We now illustrate the formation of simultaneous differential equations with the help of an
example.
Example 1: Find the differential equations of the space curves in which the two families
of surfaces
u = ~ ~ + = c1
~ and
~ v += x+z
z =~c2 . . . . (10)
intersect.
First Order Partial Differcntiai Solution : Here the given families of surfaces are
Eqwtlons
u = x2+y2+z2 = C1, v = X+Z = C2
If (dx,dy,dz) are the projections of the tangent vector to the space curve in which the given
surfaces intersect. then along any curve of the family, we have
3-=
dx =-dz
y z-x -y
E 1) Find the differential equations of the space curves in which the two families of
surfaces
u = c1 and v = c2 intersect.
(a) u = 3 x + 4 y + z = c l , v = x + z = C2
(b) u = x ~ + ~ ~ = c ~ , V = ~ X + ~ Z = C ~ .
In the formation of simultaneous differential eqllations, it must have become evident to you
that the solution set of simultaneous equations of the type (9) is a two-parameter family of
space curves obtained as an iniersection of two one-parameter families of surfaces. But then
you may ask a natural-question-given a system of simultaneous differential-equations of the
type (9). what are the conditions under which the solution set exists and is unique?
Theorem 1 :If the functions f, (x,y,z) and f2 (x,y,z) are continuous in the domain defined
by I x-xo I < k, I y-yo I < m, I z-z, I < n, for some constants k, m and n and if in the domain
they satisfy a Lipschitz condition of the type
where Al, A2 B1, B2 are positive constants, then in a suitable interval I x-xo I < h, there
exists a unique pair of functions y(x) and z(x) continuous, and having continuous ,derivatives
in the interval, which satisfy the differential equations
Fig. 1
For any given equation of the form (9). Theorem 1 guarantees the existence and uniqueness
of its solution. But then how to find this solution? I? the next section, we discuss the
methods of finding the solutions of the equations of form (9).
dx dz
11.4 METHODS OF SOLUTION OF p =
=R
In Sec. 11.2, you have seen that the curves of intersection of family of surfaces, given by Eqn.
(6).namely,
u (x,y.z) = C, and v (x,y,z) = c2
are defined by the system of simultaneous differential Eqs. (9), i.e.,
where
Flrrt Order RMal DiPTerenUal Thus, if we can derive from Eqns. (9), two relations of the form (6) involving two arbitrary
Egwm constants cl and carthen, by varying these constants, we obtain a two-parameter family of
curves satisfying Eqns. (9).
In this section, we shall describe the methods of finding the surfaces of the type (6) starting
with Eqns. (9) for which the functions P, Q, R are known.
If u(x,y,z) = c is a suitable one-parameter system of surfaces for the system of Eqns. (9), viz.,
then the tangential direction to the integral curve through the point (x.y.2) is also a tangential
direction to this surface and hence, from Eqns. (9) and (15), we get
To find wand v we try to determine functions (PI, Q1,R.1) and (P2. 4 2 . R2)with the
properties
such that
Thus, in view of Eqs. (16) and (17). we get from Eqns. (18),
and
The curves of intersection of these surfaces are the integral curves of the system of SimultaneousDifferential
Eqns. (9). Equations
A-
- A=&
mz-ny nx-lz ly-mx
Solution : Here P = mz-ny, Q = nx-lz, R = ly-mx
If we take P I = 1, Q1 = m, R I = n
and P2=x,Q2=y,R2=z
then
PPI + QQI + RRI = 1 (mz-ny) + mhx-lz) + n (ly-mx)
and
PP, + QQ2 + RR2 = x(mz-ny) + y(nx-lz) + z(1y-mx)
and,
x d x + y d y + z d z * = -+41-+E
~
2 ?'I
=dv (say)
Therefore the integral curves are given by the intersection of family of surfaces
lx+my+nz = c ,
and x2+y2+z2= c2.
PI=x,QI=-y,R1=-
and
P2=1,Q2=1,R2=- 5 9
z
then
dx - dy
- - d~ -xdx - ydy - adz - \ " I 421)
y(x+y) +az x (x+y) 4 x 2 - z (x+y) - 0 0
Thus,
and
Therefore, the integral curves are given by the intersection of family of curves
and
In Examples (I) and (2)above, we have illustrated the general arguments given in the above
theory. You must have noticed that detewining solution by this method reqtlires a good deal of
intuition in determining the forms of the functions (PI,Q,, R,)and (P2, Q2,R2).In actual
pntctice, it is much simpler to write any given equation in a form which suggests its solution. For
example, in Example 2 if we add the numerators and denominators of the first two fractions,
their value is unaltered. We thetefore have
I x+Y I= constant
Z
Similarly,
xdx-ydy - dz
@x+y)z z(x+y)
x 2 - y 2 -2az = constant . . . . (24) Simultaneous MPlorential
Equations
Eqns. (23) and (24) together give us the solution (22).
Sometimes you may come across ihe situation when, for any given equation, it is
comparatively simple to derive one of the sets of surfaces of the solution, but not so easy to
derive the second set of surfaces. In such cases you may find the second set of surfaces by
using the first solution set of surfaces. To do this, we express one variable in terms of the
other two and possibly try to get an equation in two variables. From this equation, we can,
then, obtain another relation for the complete solution. We illustrate this case by the
following example.
Example 4 : Solve
Hence,
b'
dx-3dy-&=O
Integrating, we get
u = x-3y-z = cl
From Eq. (25). we have
If we substitute this value of z in the first two ratios of the given equations, we get
Eqn. (26) is an ordinary equation in x and y and we can solve it by the methods given in
Block 1.
Let 4y + c = t, then Eq. (26) can be written as
d x ---
- x l
dt - 2t - 4
1 I
Eqn. (27) is a linear equation with 1.F = e -1% -- -
C
The solution of this equation is
*-
x-y+z
- constant = c2 [ substituting t = 4y + c ,
,
and c = x-3y-z Eq. (25) ] . . . . (28)
The integral curves of the given equation,arethus obtained as intersection of surfaces (25)
First Order Partial DiRerentiai and (28).
Equations
You may now try the following exercise :
'b) A x - - * = - dz
z2-2yz-y2 - y+z y-z
dx -A=!&
c, cos (x+y) - sin (x+y) z
dx
d) -= 9= dz
1 2 5z+ tan (y-2x)
In the method of multipliers for solving Eqns. (9), we tried to find a set of functions
(Pl,QI,Rl)and(P2,Q2,R2) satisfying relations(l6) and (17). Sometimes it is not possible to
find such functions (PI, Ql, Rl ) and ( P2, Q2,R2 ). In such cases, we use another method, a
method which is a variation of the method of multipliers. Let us now take up this method.
(ii) these fractions, when taken with two of the fractions of Eqs. (9), yield exact
differentials.
In case (i), since each of these fractions is equal to the system of Eqs. (9), it follows that they
are equal to each other. Thus, we have
dw' = dw"
We can obtain the second family of surfaces either from the fractions of Eq. (9), as
illustrated in the method of multipliers, or determine another two sets of functions (PI', Q,',
Note that in most ofthe problems that we come across, the need to find another two sets of
functions (PI', Ql', Rl') and (PIw,Q1",R I Mdoes
) not arise. It is very rare that you may be
required to find such functions in order to get the second family of surfaces.
!
To illustrate this method, let us take up an example.
d -dz d +2dz
and l--
y-z 7(y+2z)
Thus, we have
dy-dz - dy+2dz
y-z 7(y+2~)
Integrating, we get one family of surfaces as
To find the second family of surfaces we take the first fraction in the given equations with
the first fraction in relation (30), i.e.,
dx - dy-dz
--
-1 y-z
Integrating, we get
The intersection of these two family of surfaces gives the integral curves.
In the case where one variable is absent from one equation of the set of Eqns. (9) we can
derive the integral curves by a simpler method. In the next sub-section, we shall take up this
method.
Eqn. (32) is a first order equation in y,z and has a solution of the form
On solving relation (33) for z and substituting in the first two fractions of Eqns. (31). we
obtain
Eqn. (34) is again a first order equation in x,y and its solution is of the form
w(x,y,c,,c2) = 0
where c2 is another arbitrary constant.
Thus, the integral curves of the set of Eqns. (31) are the intersection of the surfaces
Solution : From the last two ratios of the given set of equations, we have
The integral curves of the given equations are given by Eqns. (35) and (36).
. . . . (36)
dx d y = d z
d, cos (x+y) sin (x+y) 1
z+-
Z
),, -
*-*=&
xz-y yz-x 1-z2
In Sec. 1 1.4 we have discussed various methods of solving the system of simultaneous .
differential equations. As already mentioned in Sec. 11.1, simultaneousequations arise
frequently in geometry and mathematical physics. In the next section we shall take up some
applications of simultaneousdifferential equations.
Siniult~neousI)iifermtii~l
11.5 APPLICATIONS Equations
Geometrically when all the curves of one family of curves G(x,y,c,) = 0 intersect
orthogonally all the curves of another family H(x,y.c2) = 0, then we say that the families are z
orthogonal trajectories of each other. In other words. an orthogonal trajectory is any one
curve that intersects every curve of another family at right angles. f
The problem of finding the orthogonal trajectories of a system of curves on a given surface
provides an interesting application of simultaneous differential equations. In the next
sub-section we shall discus\ this problem.
x2+y 2 -- z 2 tan 2a
where c l is a parameter, we obtain a system of circles (see Fig. 2). Geometrically we can say
that, in this case, the orthogonal trajectories are the generators of the cone shown dotted in
Fig. 2. In general, to obtain the orthogonal trajectories of a system of curves on a given
surface, let us assume that the given surface is x
Fig. 2
Let the given system of curves be the intersection of a one- parameter family of surfaces
Now we want to find another system of curves on the surface (37) which intersect
orthogonally the given system of cu'wes.
If (dx,dy,dz) define the tangential direction of the given system of curves through the point
(x,y,z) on the surface (37), then we have (refer Sec. 10.3)
aG aG aG
and --dx+-dy+-dz=O
ax ay az
On solving Eqs. (39) and (40), for dx, dy, dz, we get the triad (dx,dy,dz) to be such that
dx dv dz
Eqns. (41) are the simultaneous differential equations of the given syptern of curves on the Fig. 3
<
surface (37).
If (dx', dy'. dz') define the tangential directions of the orthogonal system at (x.y.z) on the
surface (37). (see Fig. 3). then
First Order Partial Differential Pdx'+Qdy'+Rdzl=O . . . .(11)
Equations
On solving Eqs. (43) and (44) for dx'. dy'. and dz'. we get the system of squniions
dx' - .d- g
-- dz'
....
P' - Q' - R'
where
The solution of the Eqns. (45) with the relation (37) gives the system of orthogonal
trajectories.
P = FyG, - F,Gy = 1
Q = F,G, - F,G, = 1
R = F,Gy - FyG, = 0
P'=RFy-QFZ= 1
Q'=PF,-RF,= I
R'=QF,-PFy=O
Hence, the orthogonal trajectories are given by
The integral curves of the system (47) on the-given surface are z = 0,x+y = cz.
Thu\ the \y\tem of equation\ defining the given integral curves are
where
of the conics in which it is cut by the system of planes x-y+z = k (k a parameter) are
1 1
the curves of intersection with the surface x + c , = z + - -
22 6z3
The PI-oblemconsists of finding a curve in the XY-plane which passes through a given
point, say (xu. yo). along which a particle is moving in simple harmonic motion.
d2x
- ,+ w-x=O. x(0) = XO.
7
y(O) = y o
dt-
dx
Let - =y
dt
Equations
The time variable t does not appear explicitly in the system of Eqns. (50). These equations art:
called autonomous.
Eqns. (50) are the simultaneous differential equations defining the particle motion in
phase-space.
Fig. 4
The arrow on the trajectory tells about the evolution of the dynamical system with t h e . In
this case it is the simple harmonic motion of a particle. This description is confirmed by the
solution of ordinary differential Eqns. (48) and (49), namely
Also, we know that the current i is just the instantaneous rate of change in charge q and we
have
:. Simultaneous Eqns. (54) governing the vibrations in the electric circuit in this case
reduce to
E 9) In Example 9 what will be the form of the governing equation if there is a variable
electromagnetic force of 100cos 200t volts.
We now conclude this unit by givinga summary of what we have Covered in it.
11.6 SUMMARY
can be solved by
(a) Method of multipliers : In this method we find multipliers PI, Q1,R1 and P2,
Q2, R2 (constants or functions of x,y,z) such that
with
Also Pldx + Q,dy + Rldz = 0 and P2dx + Q2dy + R2dz = 0 are either exact
differentials or reducible to exact differentials and their integration yields the
family of surfaces, whose intersection is the integral curves of the given
equations.
(b) Variant of the method of multipliers :Wherein functions (I",Q', R'),
(PW,Q",R)are obtained such that
P'dx + Q'dy + R'dz and P"dx + Q"dy + R"dz
PF" + QQ' + RR' PP" + QQ" + RR"
are exact differentials, say dw' and dw", and then one of family of surfaces
can be found by integrating
dw' = dw"
The second family of surfaces can then be found from any one of the above
fractions and one fraction of-the given equations.
(c) One variable absent : In this case we find a one solution surface and use it to
find the second solution surface from the given system.
--
dl- %= dt, y(%) = y,
y -w x
(c) The vibration in an electric circuit can be obtained by the system of equations,
Simultaneous Differential
11.7 SOLUTIONSIANSWERS Equations
If (dx,dy,dz) are the projections of the tangent vector to the space curves in
which the given surfaces intersect, then along any curve of the family
which are the required simultaneous differential equations of the space curves.
u = x 2 + y2 - c 1 = O a n d v = 3 x + 4 z - c 2 = 0
du=O*2xdx+Zydy=O
dv=O*3dx+4dz=O
Integrating, we get
Thus the integral curves are given by the intersection of families of surfaces
-
.-dy=*
y+z y-z
z2 (-v2+2v+ l ) = constant
Integrating, we get
x2+y 2+z2 -- C2
From Eqns. (57) and (58) the integral curves are given by the intersection of
families of surfaces
z 2+2yz-y 2 = c l and x2+y2 +z2 = c2
dx -a=*
cos (x+y) - sin (x+y)
z
dz d (X+Y)
Thus, --
z cos (x+y) + sin (xcy)
j- =
dz dU Slmuitanews Differential
, where U = x+y
z cosU + sinU Equations
Integrating, we get
1
~ r I. ~ I = ].
slnU + cosU
d~ + constant
- -I in tan (-rc i
+- ) + constant
-45 8 2
X x+y
3 I z I d2 cot ( - + 2 ) = C, (substituting U = x+y) . . . .(60)
8
Again taking first two fractions in Eqns. (59), we have
*
dx
= tan(x+y) . . . .(61)
On putting x+y = V, Eqn. (6 1) reduces to
Hence integral curves are the intersection of families of surfaces (60) and (62).
y-2x=cl . . . .(64)
From 1 st and 3rd fractions of Eqns. (63). and using relation (64), we get the
second family of surfaces as
1
where w- = 1
Integrating. we get
First Order Partial Differential
Equations
Integrating, we get
W 2
In (x+y+z) + constant = - -
2
In (w x+wy+z)
Hence the integral curves of the given equations are the intersection of families
of surfaces (67) and (68)
E 4) a) y+2x=c1 and
z - x3 sin(y+2x) = c2
b) x3-y3 = c,
andy3 + -3= c 2
z
c) I zY ~ = c Iand x2+y2+z2=c2
Hint : Here - dx =
-y 2 + , 2 Y Z
*
= dz = xdx + ydy + zdz
-
0
X
--a dx b d y - c dz
( k ) y z - (c-a)zx (a-b) xy
k c-a a-b
Herep=-yz,Q=--zx,R=-xy
a b c
PPI +QQl + R R l = O
Also if we take
P2 = a2x, Q2 = b2y, R2 = a2 z
-
dx-dy=dz=dx+dy - dxdy
xz-y yz-x 1-z2 (x+y) (z-1) - (x-y) (z+l)
From which we get the two family of surfaces as
(x+y) (z+l) = c ,
and
and
E 6) Here F = x2+y2-z2-1 = 0
and G = x+y-c = 0
Hence
Fx = 2x, Fy = 2y, F, = -22
and
G x = l,Gy= l,G,=O
Thus system of equations defining the given integral curves are
j-=
dx CJ
-
dz
z -z x-y
where
xdx+ydy - zdz=O
Integrating, we get
x2+y2-22 = C,
Integrating, we get
x2+ y 2- z 2 = c l = l and I x - y I . I z I = c 2
Here F = (x+y)z -1 = 0
where, F" = -2z2 - (x+y-z) (x+y), Q' = (x+y) (x+y+z) + 2i2, R' = -2z2
1
Using x+y = - in 1st and 3rd fractions, and integrating we get
z
The portion TPof the string k i n equilibrium under the action of tensions T at P. H at
Fig. 5 L and weight W, Let the are LP=s.
where c = Hlw.
From Eqns. (73) and (74), the required simultaneous equations governing the
equilibrium of the string, under given conditions, are
dt
+ 200i + 400,OWq = 100 cos 200t
and =i
dt
The above set of equations, yieM-rhe required system of'simultaneous equations
governing the motion of electric circuit as